sze_hpf_ibr_tree结构体 参考

#include <sze_hpf_define.h>

Public 成员函数
	sze_hpf_ibr_tree ()

Public 属性
sze_hpf_head	m_head
unsigned int	m_total_bid_weighted_avg_price
unsigned long long	m_total_bid_quantity
unsigned int	m_total_ask_weighted_avg_price
unsigned long long	m_total_ask_quantity
unsigned int	m_bid_depth
unsigned int	m_ask_depth
price_quantity_unit	m_bid_unit [(5)]
	对 IBR 队列来说，买一档、卖一档指的是离当前盘口距离最近的档位，其它档位按照里盘口距离依次排列
price_quantity_unit	m_ask_unit [(5)]
char	m_reserved [5]

构造及析构函数说明

sze_hpf_ibr_tree()

sze_hpf_ibr_tree::sze_hpf_ibr_tree ( )

inline

类成员变量说明

m_ask_depth

unsigned int sze_hpf_ibr_tree::m_ask_depth

m_ask_unit

price_quantity_unit sze_hpf_ibr_tree::m_ask_unit[(5)]

m_bid_depth

unsigned int sze_hpf_ibr_tree::m_bid_depth

m_bid_unit

price_quantity_unit sze_hpf_ibr_tree::m_bid_unit[(5)]

对 IBR 队列来说，买一档、卖一档指的是离当前盘口距离最近的档位，其它档位按照里盘口距离依次排列

m_head

sze_hpf_head sze_hpf_ibr_tree::m_head

m_reserved

char sze_hpf_ibr_tree::m_reserved[5]

m_total_ask_quantity

unsigned long long sze_hpf_ibr_tree::m_total_ask_quantity

m_total_ask_weighted_avg_price

unsigned int sze_hpf_ibr_tree::m_total_ask_weighted_avg_price

m_total_bid_quantity

unsigned long long sze_hpf_ibr_tree::m_total_bid_quantity

m_total_bid_weighted_avg_price

unsigned int sze_hpf_ibr_tree::m_total_bid_weighted_avg_price

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该结构体的文档由以下文件生成:

• sze_hpf_define.h